#734: errors in fmin_bfgs and some improvements
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Reporter: jgarcke | Owner: somebody
Type: defect | Status: new
Priority: normal | Milestone:
Component: scipy.optimize | Version: 0.5.2
Severity: normal | Keywords:
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There are a couple of issues with fmin_bfgs in optimize.py.
I'll attach a patch against optimize.py from Revision 4683, but that file
/ fmin_bfgs hasn't really changed much anyway recently.
- the second linesearch can't return an alpha_k != None because it gets
'wrong' old_fval,old_old_fval. These get changed on the return from the
first linesearch. These return values should be stored temporarily and
only be used of the first linesearch returns an useable alpha_k
- a more stable way to compute sk
The following are changes to achieve a more robust behaviour
- an additional stopping criteria tracking very small changes
- a different way to handle possible div by zero
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Ticket URL: <http://scipy.org/scipy/scipy/ticket/734>
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